Alexandre Lacazette’s first-half free-kick was enough to seal a 1-0 win for the Gunners in Naples on Thursday and complete a comfortable 3-0 aggregate victory.
The defeat ends Napoli’s hopes of winning silverware this season. Carlo Ancelotti’s side are second in Serie A but are 17 points behind runaway leaders and champions-elect Juventus with six games remaining.
There were jeers from some members of the crowd at the Stadio San Paolo at the end of the game as the Napoli faithful let their frustrations be known.
Mertens, though, feels the players deserve more credit for their efforts this season.
The Belgian international argued that luck has not been on their side at crucial moments, particularly in the Champions League when they were only eliminated on goals scored at the group stage behind Liverpool.
“Arsenal is not really strong, certainly not much stronger than us,” Mertens told Sky Italy. "We need to understand that we are normal footballers and we are doing really well, the fans must not say that we are doing badly.
“We are doing well, we are second in the league, have left the Europa League only now and went out of the Champions League by one goal.
“Today it seemed impossible to score, then if you do not score immediately and they do, it changes everything.”
Ancelotti meanwhile said his side’s slow start in both legs was a key factor in their elimination.
The Serie A side were 2-0 down within 25 minutes of the first leg at Emirates Stadium and were again slow get going in the return leg, with Lacazette’s 36th-minute strike effectively killing the tie.
"I think that we are not happy of course but in the two games where we didn't too well was the first 20 minutes in the first game,” Ancelotti told BT Sport.
"We tried today. The first goal made it almost impossible. We needed to score four goals and lost confidence. We needed to score quickly. We had two opportunities.
"Arsenal are a good team, so it was difficult but we have to look forward. Until the Arsenal goal we did a good game."